A linear motion guide device includes a magnetic member disposed on a guide rail, a slider slidably attached onto the guide rail for moving along the guide rail, and a detecting device includes a housing detachably secured to the slider and has a chamber for receiving a detecting member, and a casing detachably coupled to the housing for retaining the detecting member in the housing. The detecting device may be easily and readily attached to the linear motion guide device without changing the arrangement of the linear motion guide device. Other casings may be changeably coupled to the housing of different structure.